People that have no clue on how to juggle usually just toss all three up at once and watch them fall. That won't get you anywhere. You need to start by tossing just one bean bag from hand to hand. You should start with the bean bag in your strong hand, your hands about waist level. Then you simply toss it to the other hand in an arc about eye level.
After you get bored with that (try to get this down really good, despite how boring it is) you move on to two. This is where people start to get confused. You need to toss both bean bags UP. This is key. One up, and before you catch it, toss the other one up. They must be staggered. No cheating! You can't toss one up, freak out, and quickly flip the other one to the other hand without tossing it up.
Once you have that basic concept down, you grab your third and final bean bag. Start with two in your strong hand and one in your weak. Toss one up (one of the ones in your strong hand--surprisingly, some people manage to throw the one from their weak hand and then everything's messed up). Before you catch that one, toss another one up (just like you were juggling two), and so on and so forth.
Then you practice, practice, practice! If you're confused you can e-mail us or check out websites dedicated to juggling (rather than unicycling) that have more explicit detail on how to juggle. We also recommend the book "Juggling for the Complete Klutz," published by the Klutz company. It even comes with three sturdy bean bags!
Now, you can have fun with it! Try juggling two in one hand, then you can do four by juggling two in each hand. Also try clubs, eggs, fire, chainsaws... (maybe that's getting a little carried away.)